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ENFR vs. ATMP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENFR vs. ATMP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alerian Energy Infrastructure ETF (ENFR) and Barclays ETN+ Select MLP ETN (ATMP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ENFR achieves a 23.07% return, which is significantly higher than ATMP's 18.11% return. Over the past 10 years, ENFR has outperformed ATMP with an annualized return of 11.81%, while ATMP has yielded a comparatively lower 4.66% annualized return.


ENFR

1D
1.01%
1M
-5.94%
YTD
23.07%
6M
24.76%
1Y
24.84%
3Y*
28.26%
5Y*
19.69%
10Y*
11.81%

ATMP

1D
0.65%
1M
-7.19%
YTD
18.11%
6M
18.98%
1Y
17.21%
3Y*
21.07%
5Y*
15.35%
10Y*
4.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENFR vs. ATMP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENFR
Alerian Energy Infrastructure ETF
23.07%5.88%42.17%15.63%17.48%39.97%-24.14%21.60%-18.67%-0.19%
ATMP
Barclays ETN+ Select MLP ETN
18.11%1.73%31.66%14.51%20.71%33.06%-34.39%0.39%-14.55%-11.89%

Correlation

The correlation between ENFR and ATMP is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2013

0.88

The correlation between ENFR and ATMP has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.

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Return for Risk

ENFR vs. ATMP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ENFR
ENFR Risk / Return Rank: 5050
Overall Rank
ENFR Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ENFR Sortino Ratio Rank: 4949
Sortino Ratio Rank
ENFR Omega Ratio Rank: 4646
Omega Ratio Rank
ENFR Calmar Ratio Rank: 6060
Calmar Ratio Rank
ENFR Martin Ratio Rank: 4646
Martin Ratio Rank

ATMP
ATMP Risk / Return Rank: 3636
Overall Rank
ATMP Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
ATMP Sortino Ratio Rank: 3434
Sortino Ratio Rank
ATMP Omega Ratio Rank: 3232
Omega Ratio Rank
ATMP Calmar Ratio Rank: 4343
Calmar Ratio Rank
ATMP Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ENFR vs. ATMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alerian Energy Infrastructure ETF (ENFR) and Barclays ETN+ Select MLP ETN (ATMP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ENFRATMPDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.29

1.21

+0.08

Calmar ratioReturn relative to maximum drawdown

2.89

2.09

+0.79

Martin ratioReturn relative to average drawdown

7.40

5.25

+2.15

ENFR vs. ATMP - Sharpe Ratio Comparison

The current ENFR Sharpe Ratio is 1.69, which is higher than the ATMP Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of ENFR and ATMP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ENFR vs. ATMP - Drawdown Comparison

The maximum ENFR drawdown since its inception was -68.28%, smaller than the maximum ATMP drawdown of -80.86%. Use the drawdown chart below to compare losses from any high point for ENFR and ATMP.


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Drawdown Indicators


ENFRATMPDifference

Max Drawdown

Largest peak-to-trough decline

-68.28%

-80.86%

+12.58%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

-8.30%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-15.58%

-16.48%

+0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-20.29%

-22.98%

+2.69%

Max Drawdown (10Y)

Largest decline over 10 years

-62.64%

-75.66%

+13.02%

Current Drawdown

Current decline from peak

-6.12%

-7.56%

+1.44%

Average Drawdown

Average peak-to-trough decline

-15.94%

-31.04%

+15.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.30%

+0.06%

Volatility

ENFR vs. ATMP - Volatility Comparison

Alerian Energy Infrastructure ETF (ENFR) and Barclays ETN+ Select MLP ETN (ATMP) have volatilities of 5.42% and 5.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENFRATMPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

5.25%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

11.57%

10.97%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

14.82%

14.27%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.24%

22.11%

-2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.68%

27.68%

-3.00%

ENFR vs. ATMP - Expense Ratio Comparison

ENFR has a 0.35% expense ratio, which is lower than ATMP's 0.95% expense ratio.


Dividends

ENFR vs. ATMP - Dividend Comparison

ENFR's dividend yield for the trailing twelve months is around 4.08%, while ATMP has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ATMP
Barclays ETN+ Select MLP ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENFR
Alerian Energy Infrastructure ETF
4.08%4.77%4.41%5.48%5.23%7.86%7.57%5.81%3.98%2.98%3.31%3.34%

Frequently Asked Questions


With a correlation of 0.94, ENFR and ATMP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

ENFR has higher volatility (5.42%) compared to ATMP (5.25%). In terms of maximum drawdown, ENFR dropped -68.28% vs ATMP's -80.86%.

On 10-year performance, ENFR leads with 11.81% vs 4.66% for ATMP. On fees, ENFR is cheaper at 0.35% per year. On volatility, ATMP has been the lower-risk option at 5.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ENFR has performed better with a 11.81% return vs 4.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ENFR is cheaper with a 0.35% expense ratio, compared with 0.95% for ATMP.

ENFR has the higher dividend yield at 4.08%, compared with 0.00% for ATMP.

ENFR is categorized as Energy Equities, while ATMP is MLPs. ENFR tracks Alerian Midstream Energy Select Index, while ATMP tracks CIBC Atlas Select MLP VWAP. They also come from different issuers: SS&C and Barclays Capital. Their fees differ too: 0.35% for ENFR and 0.95% for ATMP.

ENFR currently has the higher Sharpe Ratio (1.69 vs 1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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